+280.9%
WMB vs CRL
+358.0%
-77.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.3% |
| 7D | +1.6% | +5.0% | -3.5% | +0.5% |
| 30D | -7.1% | +13.5% | -20.6% | -9.5% |
| 3M | -4.0% | +21.5% | -25.5% | -8.0% |
| 6M | -5.7% | +103.4% | -109.2% | -19.4% |
| YTD | +17.2% | +71.8% | -54.6% | +2.5% |
| 1Y | +17.2% | +97.5% | -80.3% | -0.9% |
| 3Y | +121.1% | +99.2% | +21.8% | +73.7% |
| 5Y | +197.2% | -12.1% | +209.3% | +198.8% |
| 10Y | +280.9% | +359.2% | -78.3% | +99.3% |
| All | +280.9% | +358.0% | -77.1% | +99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CRL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling